+920.8%
MDB vs ALB
-19.1%
+939.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.8% | +4.7% |
| 7D | -0.9% | +9.5% | -10.4% | -4.2% |
| 30D | -15.2% | -2.1% | -13.1% | -14.7% |
| 3M | -17.9% | -24.1% | +6.2% | -10.1% |
| 6M | +9.3% | -51.0% | +60.3% | +37.8% |
| YTD | -22.0% | -29.3% | +7.3% | -16.2% |
| 1Y | -9.3% | +3.2% | -12.5% | -16.2% |
| 3Y | -10.4% | -9.3% | -1.1% | -23.4% |
| 5Y | -43.2% | -61.6% | +18.4% | -31.6% |
| All | +920.8% | -19.1% | +939.9% | +795.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling